Alessandro Spelta

University of Pavia - Department of Economics and Management

Strada Nuova, 65

Pavia , 27100

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

275

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Between Geography and Demography: Key Interdependencies and Exit Mechanisms for COVID-19

Number of pages: 25 Posted: 18 Apr 2020
CNR - Intitute for Complex Systems, Politecnico di Milano, University of Pavia - Department of Economics and Management, CNR - Institute for Complex Systems, CNR - Institute for Complex Systems, Ca' Foscari University of Venice and Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering
Downloads 192 (191,202)

Abstract:

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epidemics, demography, social contact matrix, mobility matrix

2.

Network Models to Improve Robot Advisory Portfolio Asset Allocation

Number of pages: 25 Posted: 18 Mar 2020
Paolo Giudici, Gloria Polinesi and Alessandro Spelta
University of Pavia, affiliation not provided to SSRN and University of Pavia - Department of Economics and Management
Downloads 51 (459,479)

Abstract:

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Correlation networks, Network centrality, Portfolio optimization, Random Matrix theory

3.
Downloads 32 (546,160)
Citation 5

Measuring Contagion Risk in International Banking

BIS Working Paper No. 796
Number of pages: 40 Posted: 12 Aug 2019
Stefan Avdjiev, Paolo Giudici and Alessandro Spelta
Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 32 (559,980)
Citation 5

Abstract:

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international banking, contagion risk, multi-layer networks, tensor decompositions